-18.0%
GIS vs COR
+12.8%
-30.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | -7.8% | +2.8% | -10.6% | -8.1% |
| 30D | +6.6% | +4.5% | +2.0% | +6.0% |
| 3M | +21.0% | +22.7% | -1.7% | +19.0% |
| 6M | -9.1% | -9.7% | +0.7% | -9.1% |
| YTD | -13.6% | -1.4% | -12.2% | -15.1% |
| 1Y | -18.0% | +13.9% | -31.9% | -25.8% |
| All | -18.0% | +12.8% | -30.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling